+1,086.7%
FLEX vs WCN
+235.4%
+851.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.0% |
| 7D | +6.4% | -1.7% | +8.1% | +7.0% |
| 30D | -5.9% | -3.0% | -2.9% | -4.9% |
| 3M | -23.5% | +2.5% | -26.0% | -25.3% |
| 6M | +83.7% | -5.7% | +89.4% | +84.7% |
| YTD | +86.5% | -7.4% | +93.9% | +88.5% |
| 1Y | +100.5% | -8.6% | +109.1% | +102.8% |
| 3Y | +469.8% | +19.4% | +450.5% | +377.4% |
| 5Y | +725.7% | +27.2% | +698.5% | +551.1% |
| 10Y | +1,086.7% | +238.5% | +848.2% | +494.4% |
| All | +1,086.7% | +235.4% | +851.3% | +494.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling